Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6227589.1105 | 6280583.4344 | -52994.3239 | 668158.5992 | 730444.1262 | -62285.527 |
Total P&L (%) | 6227.5891 | 6280.5834 | -52.9943 | 668.1586 | 730.4441 | -62.2855 |
Avg Daily Profit (%) | 3.1717 | 3.1987 | -0.027 | 0.1039 | 0.1079 | -0.0497 |
Buy And Hold Return (%) | 1554.601 | 1554.601 | 1554.601 | 1554.601 | 1554.601 | 1554.601 |
Max Trade Drawdown | -143215 | -77003 | -108417 | -1358000 | -1200367 | -468474 |
Profit Factor | 14.4481 | 22.8346 | 0.6979 | 1.165 | 1.2448 | 0.9415 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 | 43.2432 |
Ratio Avg Win / Avg Loss | 18.9631 | 29.9705 | 0.916 | 1.5291 | 1.6337 | 1.2357 |
Largest Winning Trade | 6333934 | 6333934 | 39956 | 1353535 | 1353535 | 444860 |
Largest Losing Trade | -41961 | -38363 | -41961 | -692989 | -692989 | -157498 |
Avg Bars in Trades | 101 | 148 | 54 | 101 | 148 | 54 |
Avg Bars in Winners | 154 | 246 | 61 | 154 | 246 | 61 |
Avg Bars in Losers | 61 | 74 | 49 | 61 | 74 | 49 |
Bars Traded | 7531 | 5502 | 2029 | 7531 | 5502 | 2029 |
Profit Streak | 424.8173 | 424.8173 | 495.5673 | 424.8173 | 424.8173 | 495.5673 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48511 | 717470 | -582046 | -327557 | -215150 | -580379 |
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{ "first_band": { "type": "wma", "factors": { "length": 11, "offset": 179 } }, "second_band": { "type": "kcu", "factors": { "length": 134, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 11, "offset": 179 } }, "second_band": { "type": "kcu", "factors": { "length": 134, "offset": 0, "scalar": 4 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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